+388.6%
COF vs BNS
+1,463.9%
-1,075.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -1.4% |
| 30D | -3.4% | +4.0% | -7.4% | -7.4% |
| 3M | +15.4% | +13.8% | +1.6% | +1.2% |
| 6M | +14.4% | +32.7% | -18.3% | -13.7% |
| YTD | -12.0% | +27.6% | -39.6% | -31.2% |
| 1Y | -3.7% | +47.4% | -51.2% | -34.8% |
| 3Y | +121.1% | +129.0% | -7.9% | -5.0% |
| 5Y | +47.8% | +92.7% | -44.9% | -24.2% |
| 10Y | +250.3% | +182.1% | +68.2% | +27.4% |
| All | +388.6% | +1,463.9% | -1,075.3% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling